Scientific Beta

Join our webinar to see which systematic strategy for ex-US equities fits your investment objectives!

US dominance in international benchmarks is extreme. International investors are exposed more than ever to US equities and its risks : extreme market concentration, stretched valuations and mounting economic concerns. The consequence is that investors are reallocating capital : ex-U.S. equity funds pulled in $13.6 billion in July 2025 alone. The question isn't whether to allocate outside the US, but how to do it right to restore international diversification benefits.

Join our webinar to explore:

• Diversifying away from US: Why current valuations and concentration risk in US markets make ex-US allocations a critical portfolio building block and how to position this pocket optimally?
• Factor strategies that fit your objectives: How to move beyond cap-weighted ex-US indices using factor approaches, with explicit choices between tracking error control and absolute risk optimization?
• Risk controls that matter: Why investors need transparent options to control risks and how these choices impact their risk-return trade-off?

Speakers

Felix Goltz, PhD is Research Director at Scientific Beta. He has been with Scientific Beta since inception. He carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.

Ioan Mirciov, PhD, is Deputy Index Director at Scientific Beta, focusing on the implementation of financial, sustainability and risk considerations into index design. Prior to his current role Ioan had been a quantitative researcher and portfolio manager at institutions including SEI Investments, Schroders and Maquarie where he researched, built and managed factor-based strategies and portfolios. Ioan holds a Ph.D. in Finance from the Kellogg School of Management, as well as engineering degrees from Ecole Polytechnique.

Date/Time

Tuesday, 9 December, 2025 at 4pm CET / 3pm GMT / 10am US Eastern Time.

Registration

To watch the webinar replay, please visit the dedicated registration page.